There is no point to biwiring from sub to speakers.
First of all, if the sub-woofer is powered, you should probably run RCA cables from the preamp directly to the sub-woofer. I think you should get better performance out of the sub if you connect that way. Then, run the amplifier directly to the speakers. Is there any reason this won't work? (Forget the bi-wiring.)
Better set-up is to have speaker cable from amp to speakers. THen have another speaker cable going from amp to sub. The sub will not present any significant load for the amplifier as it is a powered sub. This will make for as little interaction between sub and speakers as possible using speaker level inputs.
Absolutely Yes, you get superior sound. You can do this on my REL Q108 sub bass system, they provide both cords, and encourage you to wire it this way (while saying that if only one connection is used to wire directly from speakers). I did hear a difference, a much braoder sound. Try it and see, you will be surprised. REL claims you get the most out of your sub bass this way. Without using the plug from your preamp, they claim you miss out on many HT effects.